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Constructing Slow Invariant Manifolds for Reacting Systems with Detailed Kinetics A. N. Al-Khateeb, J. M. Powers, S. Paolucci, J. D. Mengers Department of Aerospace and Mechanical Engineering A. J. Sommese, J. D. Hauenstein, and J. Diller


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SLIDE 1

Constructing Slow Invariant Manifolds for Reacting Systems with Detailed Kinetics

  • A. N. Al-Khateeb, J. M. Powers, S. Paolucci, J. D. Mengers

Department of Aerospace and Mechanical Engineering

  • A. J. Sommese, J. D. Hauenstein, and J. Diller

Department of Mathematics University of Notre Dame, Notre Dame, Indiana

61st APS Division of Fluid Dynamics Meeting

San Antonio, Texas 24 November 2008

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SLIDE 2

Introduction

Motivation and background

  • Detailed kinetics are essential for accurate modeling of real

reactive systems.

  • Reactive systems contain many scales and subsequently severe

stiffness arises.

  • Computational cost for reactive flow simulations increases with

the spatio-temporal scales’ range, the number of species, and the number of reactions.

  • Manifold methods provide a potential for computational savings.
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SLIDE 3

Slow Invariant Manifold (SIM)

  • The composition phase space for closed spatially homogeneous

reactive system:

dz dt = f (z) , z ∈ RN−L−C.

Phase space trajectory Phase space trajectory 1-D manifold 2-D manifold 0-D manifold (i.e. equilibrium point) Fast modes Slow modes

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SLIDE 4

Method of Construction

  • For isothermal reactive systems, reactions speeds depend on

combinations of polynomials of species concentrations.

  • The set of equilibria of the full reaction network is complex:

{ze ∈ CN−L−C |f (ze) = 0}; we focus on real equilibria.

  • The set consists of several different dimensional components and

contains finite and infinite equilibria.

  • A 1-D SIM has a maximum of two branches that connect the

unique 0-D physical critical point (a sink) to two saddles.

  • These saddles are identified by their special dynamical character:

their eigenvalue spectrum contains only one unstable direction.

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SLIDE 5

Sketch of SIM Construction

R1 R2

S I M

R3

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SLIDE 6

Projective Space for Equilibria at Infinity

  • One-to-one mapping of the composition space, RN−L−C →

RN−L−C, Zk = 1 zk , k ∈ {1, . . . , N − L − C}, Zi = zi zk , i = k, i = 1, . . . , N − L − C.

  • This transformation maps equilibria located at infinity into a finite

domain.

  • To address the time singularity, we add the following transforma-

tion

dt dτ = (Zk)n−1 ,

where n is the highest polynomial degree of f(z).

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SLIDE 7

Computational strategy

  • We use the Bertini software (based on a homotopy continuation

numerical technique) to compute the system’s equilibria up to any desired accuracy.

  • Thermodynamic data is obtained from Chemkin-II.
  • The SIM heteroclinic orbits are obtained by numerical integration
  • f the species evolution equations using a computationally inex-

pensive scheme.

  • Computation time is typically less than 1 minute on a 2.16 GHz

Mac Pro machine.

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SLIDE 8

Zel’dovich Mechanism for NO Formation

  • The mechanism (see Baulch et al., 2005) consists of J

= 2 reversible bimolecular reactions involving N = 5 species {NO, N, O, N2, O2} and L = 2 elements {N, O}.

In addition, since the total number of moles is constant, C = 1. Subsequently, z ∈ R2.

  • Spatially homogenous with isothermal and isochoric conditions,

T = 4000 K, p0 = 1.65 atm.

  • We find three 0-D finite equilibria (R1: source, R2: saddle, R3:

sink, physical) and three 0-D infinite equilibria (I1: saddle-node,

I2: source, I3: source)

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SLIDE 9

The system’s 1-D SIM

×10

  • 2

R SIM ×10

  • 2

N mol/g

[ ]

NO mol/g

[ ]

2

R1 R3 I1 2.5

  • 0.5

1 2 −2 −1 1 2 1.5 0.5

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SLIDE 10

Equilibrium Thermodynamics and SIM

Within the physically accessible domain,

σ = − 1 T (∇G · f) ≥ 0,

at equilibrium

Hσ = − 2 T (HG · Jf) .

5 ×10

  • 5

3 5 ×10

  • 3

SIM I1 R2 R3 NO mol/g

[ ]

N mol/g

[ ]

4 3 2 1 6 7 8 4 2 1 3 SIM R3 ×10

  • 7
  • 10

N N [mol/g]

_

e

NO NO [mol/g]

_

e

R2 I1 5 10

  • 5
  • 10

×10 4 2 1

  • 1
  • 2
  • 3
  • 4
  • The major/minor axes are aligned

with the Hessian eigenvectors.

  • Eigenvectors of equilibrium thermo-

dynamic potentials do not coincide with system’s SIM, even at the physical equilibrium point!

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SLIDE 11

Hydrogen-Air System

  • The mechanism (Miller et al., 1982) consists of J = 19 reversible

reactions involving N = 9 species, L = 3 elements, and C =

0, so that z ∈ R6.

  • Closed and spatially homogenous system of 2H2 + (O2 +

3.76N2) with isothermal and isochoric conditions at T = 1500 K,

and p0 = 107 dyne/cm2.

  • The system has 284 finite (90 0-D real) and 42 infinite (18 0-D

real) equilibria.

  • Only 14 critical points have an eigenvalue spectrum that contains
  • nly one unstable direction.
  • There is a unique physical equilibrium, R19.
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SLIDE 12

3-D Projection of the system’s SIM

2 4 6 8 −1 1 2 3 4 5 −2 −1.5 −1 −0.5 0.5 1 SIM ×10

  • 5

×10

  • 5

×10

  • 5

R19 R74 R79 mol/g

[ ]

O mol/g

[ ]

m

  • l

/ g

[ ]

2

OH H2

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SLIDE 13

Summary

  • Constructing the actual SIM is computationally efficient and algo-

rithmically easy, thus there is no need to identify it only approxi- mately.

  • Identifying all critical points, finite and infinite, plays a major role

in the construction of the SIM.

  • Irreversibility production rate and equilibrium thermodynamic po-

tentials do not provide information on the dynamics towards physical equilibrium.

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SLIDE 14

The 2nd International Workshop on Model Reduction in Reacting Flow

March 30—April 2, 2009

HenryCurran,NationalUniversityofIreland YannisKevrekidis,PrincetonUniversity MarcMassot,CNRS—UniversiteClaudeBernard LindaPetzold,UniversityofCalifornia—SantaBarbara JamesRawlings,UniversityofWisconsin JamesRobinson,UniversityofWarwick

Center for Applied Mathematics

ACCEPTEDINVITEDSPEAKERS

ScientificCommittee: M.Giona,UniversityofRome“LaSapienza” D.Goussis,UniversityofAthens H.Najm,SandiaNationalLaboratories,Livermore S.Paolucci,UniversityofNotreDame J.M.Powers,UniversityofNotreDame A.J.Sommese,UniversityofNotreDame M.Valorani,UniversityofRome“LaSapienza” For up-to-date information please go to the following web site: http://cam.nd.edu/upcoming-conferences/spring2009 LocalOrganizingCommittee: S.Paolucci,UniversityofNotreDame J.M.Powers,UniversityofNotreDame A.J.Sommese,UniversityofNotreDame

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SLIDE 15

Idealized Hydrogen-Oxygen

  • Kinetic model adopted from Ren et al.a
  • Model consists of J = 6 reversible reactions involving N =

6 species {H2, O, H2O, H, OH, N2} and L = 3 elements {H, O, N}, with C = 0, so that z ∈ R3.

  • Spatially homogenous with isothermal and isobaric conditions

with T = 3000 K, p0 = 1 atm.

  • Major species are i = {1, 2, 3} = {H2, O, H2O},
  • Initial conditions satisfying the element conservation constraints

are identical to those presented by Ren et al.

  • aZ. Ren, S. Pope, A. Vladimirsky, J. Guckenheimer, 2006, J. Chem. Phys. 124, 114111.
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SLIDE 16

The system’s 1-D SIM

−12 −10 −8 −6 −4 −2 2 4 6 0 2 4 6 8 2 4 R1 R6 ×10

  • 3

×10

  • 3

×10

  • 3

z mol/g

3

[ ]

z mol/g

1

[ ]

z mol/g

2

[ ]

R7 SIM

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SLIDE 17

The system’s 1-D SIM 7 −1 1 2 3 4 5 −1 1 2 3 ×10

  • 3

6 5 4 1 2 3 4 5 SIM ×10

  • 3

×10

  • 3

z mol/g

3

[ ]

z mol/g

1

[ ]

z mol/g

2

[ ]

R1 R6 R7

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SLIDE 18

1-D SIM vs. 2-D ICE manifold

z mol/g

3

[ ]

z mol/g

1

[ ]

z mol/g

2

[ ]

1 2 3 4 2 4 4 2 6 ×10

  • 3

SIM

1.5 2 2.5 0.2 3.4 3.8 4.2

S I M

×10

  • 3

×10

  • 3

R6 R1 R7

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SLIDE 19

Outline

  • Introduction
  • Slow Invariant Manifold (SIM)
  • Method of Construction
  • Illustration Using Model Problem
  • Application to Hydrogen-Air Reactive System
  • Summary
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SLIDE 20

Long-term objective Create an efficient algorithm that reduces the computational cost for simulating reactive flows based on a reduction in the stiffness and dimension of the composition phase space. Immediate objective The construction of 1-D Slow Invariant Manifolds (SIMs) for dynam- ical system arising from modeling unsteady spatially homogenous closed reactive systems.

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SLIDE 21

Partial review of manifold construction in reactive systems

  • ILDM, CSP

, and ICE-PIC are approximations of the reaction slow invariant manifold.

  • MEPT and similar methods are based on minimizing a thermody-

namics potential function.

  • Iterative methods require “reasonable” initial conditions.
  • Davis and Skodje, 1999, present a technique to construct the 1-D

SIM based on global phase analysis,

  • Creta et al.

and Giona et al., 2006, extend the technique to slightly higher dimensional reactive systems.

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SLIDE 22
  • An invariant manifold is defined as an open subset S ⊂ RN−L−C

if for any solution z(t), z(t0) ∈ S, implies that for any tf > t0,

z(t) ∈ S for all t ∈ [t0, tf].

  • Not all invariant manifolds are attracting.
  • SIMs describe the asymptotic structure of the invariant attracting

trajectories.

  • Attractiveness of a SIM increases as the system’s stiffness in-

creases.

  • On a SIM, only slow modes are active.
  • SIMs can be constructed by identifying all critical points, finite and

infinite, and connecting relevant ones via heteroclinic orbits.

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SLIDE 23

Reactive system evolution

NO N 10

  • 6

10

  • 8

10

  • 4

10

  • 10

t s 10

  • 4

10

  • 3

10

  • 2

z mol/g 10

  • 5

[ ]

i

[ ]

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SLIDE 24

Reactive system evolution

10

  • 9

10

  • 5

10

  • 1

z mol/g 10

  • 13

i

[ ]

10

  • 17

10

  • 5

10

  • 8

10

  • 2

10

  • 11

t s

[ ]

10

1

H2 O2 H O

2

OH H O

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SLIDE 25

Finite equilibria

dz1 dt = 2.51 × 102 + 1.16 × 107z2 + 6.99 × 108z2

2

−9.98 × 104z1 − 3.22 × 109z2z1, dz2 dt = 2.51 × 102 − 1.17 × 107z2 − 6.98 × 108z2

2

+8.47 × 104z1 − 1.84 × 109z2z1,

           ≡ f(z).

R1 ≡ (ze

1, ze 2)

= ` −1.78 × 10−5, −1.67 × 10−2´ , (λ1, λ2) = (4.18 × 107, 2.35 × 107) source, R2 ≡ (ze

1, ze 2)

= ` −4.20 × 10−3, −2.66 × 10−5´ , (λ1, λ2) = (−4.64 × 106, 7.11 × 105) saddle, R3 ≡ (ze

1, ze 2)

= ` 3.05 × 10−3, 2.94 × 10−5´ , (λ1, λ2) = ` −1.73 × 107, −1.91 × 105´ sink.

R3 is the physical equilibrium. Stiffness = |λ1/λ2| = 90.5

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SLIDE 26

Infinite equilibria

  • Employ the projective space mapping with n = 2 and k = 1:

dZ dτ = d dτ B B @ t Z1 Z2 1 C C A = Z2

1

B B @ Z−1

1

−Z1 f1 (Z1, Z2) f2 (Z1, Z2) − Z2 f1 (Z1, Z2) 1 C C A ≡ F(Z), I1 ≡ (Ze

1, Ze 2)

= (0, 0) , (λ1, λ2) = ` −1.53 × 1013, 0 ´ saddle − node, I2 ≡ (Ze

1, Ze 2)

= (0, 1.01) , (λ1, λ2) = ` 2.12 × 1013, 9.36 × 1012´ source, I3 ≡ (Ze

1, Ze 2)

= (0, 2.60) , (λ1, λ2) = ` 3.04 × 1013, 2.41 × 1013´ source.

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SLIDE 27

Simple Reactive System

A + A ⇋ B kf = 1, kb = 10−5. B ⇋ C kf = 10, kb = 10−5.

  • A reactive system adopted from D. Lebiedz, 2004, J. Chem. Phys. 120 (15),
  • p. 6890.
  • Model consists of J = 2 reversible reactions involving N = 3 species

{cA, cB, cC}

  • Conservation of mass, cA + cB + cC = 1, so that z ∈ R2.
  • Major species are i = {1, 2} = {A, B},
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SLIDE 28

The system’s global phase space

SIM R2 R1 Z2 Z1 I2 I1

The projective space.

R1 R2 SIM I

1

I

2

I

2

I

1

z

1

z

2 2

z

2 2 1

+ + z

1

z

1 2

z

2 2 1

+ +

Projection from Poincar´ e’s sphere.

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SLIDE 29

The 1-D SIM and MEPT

0.1 0.2 0.5 1.0

z

2

z

1

0.5 1.0 0.02 0.04 0.06 0.08

z

2

R1

z

1

0.1

  • 2
  • 1

1 2 3 8 9 10 11 12 ×10

  • 4

×10

  • 4

z

1

z

2

R1 R2 S I M